market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
29/05/2024 0.07% 3.96 CHF 3.96 CHF 25,000 25,000 25,000 25,000 101,286 CHF 101,361 CHF 99.41% 99.41%
28/05/2024 0.07% 4.07 CHF 4.07 CHF 25,000 25,000 25,000 25,000 101,345 CHF 101,420 CHF 99.83% 99.83%
27/05/2024 0.08% 3.91 CHF 3.92 CHF 25,000 25,000 25,000 25,000 97,465 CHF 97,540 CHF 100.00% 100.00%
24/05/2024 0.08% 3.94 CHF 3.94 CHF 25,000 25,000 25,000 25,000 95,011 CHF 95,086 CHF 99.69% 99.69%
23/05/2024 0.08% 3.87 CHF 3.87 CHF 25,000 25,000 28,503 28,503 112,728 CHF 112,846 CHF 98.49% 98.49%
22/05/2024 0.27% 3.67 CHF 3.68 CHF 100,000 100,000 100,000 100,000 368,238 CHF 369,238 CHF 98.86% 98.86%
21/05/2024 0.27% 3.61 CHF 3.62 CHF 100,000 100,000 100,000 100,000 366,369 CHF 367,369 CHF 98.51% 98.51%
17/05/2024 0.28% 3.64 CHF 3.65 CHF 100,000 100,000 100,000 100,000 357,454 CHF 358,454 CHF 99.99% 99.99%
16/05/2024 0.27% 3.68 CHF 3.69 CHF 100,000 100,000 100,000 100,000 369,951 CHF 370,951 CHF 99.99% 99.99%
15/05/2024 0.28% 3.57 CHF 3.58 CHF 100,000 100,000 100,000 100,000 353,456 CHF 354,456 CHF 99.99% 99.99%

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